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syntheticcdo.hpp File Reference


Detailed Description

Synthetic Collateralized Debt Obligation and pricing engines.

Definition in file syntheticcdo.hpp.

#include <ql/issuer.hpp>
#include <ql/instrument.hpp>
#include <ql/time/schedule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::SyntheticCDO
 Synthetic Collateralized Debt Obligation. More...
class  QuantLib::SyntheticCDO::arguments
class  QuantLib::SyntheticCDO::results


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